Anic Equity¶

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Total return since start: 0.691 %¶

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Equity now: -----------------------------> 51662.72 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48463.66 Kr¶

PnL: ---------------------------------------> -623.91 Kr¶

DD now: ---------------------------------> -0.542 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-31 09:32:45.948755'

Anic Portfolio¶

Today¶

Return: -0.455 %¶

This Week¶

Return: 8.701 %¶

Total¶

Return: 69.13 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 0.640000 3402.000000 222.000000 6.980000 3180.000006
HMS Networks 2 -0.100000 781.200000 108.200000 16.080000 673.000000
Nordea Bank Abp 29 -0.050000 3533.360000 79.360000 2.300000 3453.999992
SAAB B 8 0.650000 3449.600000 72.600000 2.150000 3377.000000
HEBA B 70 -1.160000 2691.500000 55.500000 2.110000 2636.000010
Swedbank A 3 2.840000 607.800000 43.800000 7.770000 564.000000
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Resurs Holding 22 -0.070000 608.520000 34.520000 6.010000 573.999998
AcadeMedia 12 -1.010000 588.480000 31.480000 5.650000 557.000004
Samhällsbyggnadsbo. i Norden B 20 -0.760000 380.200000 25.200000 7.100000 355.000000
OEM International B 7 0.260000 550.200000 22.200000 4.200000 527.999997
Intrum 4 0.410000 541.600000 14.600000 2.770000 527.000000
Fastighetsbolag. Emilshus Pref 21 -0.360000 574.350000 12.350000 2.200000 562.000005
Norva24 Group 16 0.000000 555.200000 12.200000 2.250000 543.000000
Eastnine 4 -0.630000 500.800000 9.800000 2.000000 491.000000
Securitas B 6 -0.020000 579.000000 9.000000 1.580000 570.000000
Karnov Group 9 -0.500000 540.900000 4.900000 0.910000 536.000004
Creaspac SPAC 6 0.000000 580.200000 3.200000 0.550000 577.000002
Samhällsbyggnadsbo. i Norden D 12 0.290000 247.440000 1.440000 0.590000 246.000000
Midsona B 63 -1.900000 584.010000 1.010000 0.170000 582.999984
Handelsbanken A 5 0.690000 547.000000 1.000000 0.180000 546.000000
Coor Service Management Hold. 8 -0.150000 530.400000 -1.600000 -0.300000 532.000000
Corem Property Group B 59 -1.070000 575.250000 -1.750000 -0.300000 576.999999
Boozt 12 0.000000 1645.200000 -8.800000 -0.530000 1653.999996
Essity B 2 0.040000 550.200000 -23.800000 -4.150000 574.000000
Sampo Oyj SDB 7 -0.370000 3818.500000 -31.500000 -0.820000 3850.000000
CTEK 13 -1.570000 498.550000 -35.450000 -6.640000 533.999999
Fasadgruppen Group 38 -0.180000 4104.000000 -37.000000 -0.890000 4140.999992
International Petroleum Corp. 5 -2.720000 555.000000 -39.570000 -6.660000 594.565215
Essity A 4 0.000000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 -3.610000 547.200000 -65.800000 -10.730000 612.999432
Beijer Electronics Group 27 -1.070000 3007.800000 -76.200000 -2.470000 3083.999994
OX2 22 0.250000 1786.400000 -202.600000 -10.190000 1989.000002
Axfood 15 0.330000 4059.000000 -241.000000 -5.600000 4300.000005
Ovzon 64 -2.410000 3372.800000 -623.200000 -15.600000 3996.000000
TOTAL 48463.660000 -623.910000 -0.54223% 49087.564636

Updated:¶

'2023-01-31 09:32:59.100484'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶